Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,29% | 3,44 CHF | 3,45 CHF | 128 000 | 128 000 | 69 813 | 69 813 | 246 128 CHF | 246 828 CHF | 99,67% | 99,67% |
19/11/2024 | 0,30% | 3,50 CHF | 3,51 CHF | 128 000 | 128 000 | 70 699 | 70 699 | 242 157 CHF | 242 865 CHF | 99,43% | 99,43% |
18/11/2024 | 0,30% | 3,43 CHF | 3,44 CHF | 128 000 | 128 000 | 70 929 | 70 929 | 239 839 CHF | 240 550 CHF | 99,81% | 99,81% |
15/11/2024 | 0,30% | 3,31 CHF | 3,32 CHF | 130 000 | 130 000 | 70 650 | 70 650 | 241 797 CHF | 242 505 CHF | 99,47% | 99,47% |
14/11/2024 | 0,29% | 3,50 CHF | 3,51 CHF | 128 000 | 128 000 | 66 892 | 66 892 | 241 251 CHF | 241 944 CHF | 99,55% | 99,55% |
13/11/2024 | 0,28% | 3,64 CHF | 3,65 CHF | 126 000 | 126 000 | 68 474 | 68 474 | 252 691 CHF | 253 377 CHF | 99,89% | 99,89% |
12/11/2024 | 0,28% | 3,66 CHF | 3,67 CHF | 126 000 | 126 000 | 68 722 | 68 722 | 252 366 CHF | 253 054 CHF | 99,61% | 99,61% |
11/11/2024 | 0,28% | 3,65 CHF | 3,66 CHF | 126 000 | 126 000 | 69 176 | 69 176 | 250 203 CHF | 250 896 CHF | 99,38% | 99,38% |
08/11/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 126 000 | 126 000 | 69 553 | 69 553 | 251 515 CHF | 252 214 CHF | 98,98% | 98,98% |
07/11/2024 | 0,29% | 3,59 CHF | 3,60 CHF | 126 000 | 126 000 | 70 564 | 70 564 | 250 618 CHF | 251 325 CHF | 99,89% | 99,89% |